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Nonlinear Optimal Control Theory presents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas.
Drawing on classroom-tested material from Purdue University and North Carolina State University, the book gives a unified account of bounded state problems governed by ordinary, integrodifferential, and delay systems. It also discusses Hamilton-Jacobi theory. By providing a sufficient and rigorous treatment of finite dimensional control problems, the book equips readers with the foundation to deal with other types of control problems, such as those governed by stochastic differential equations, partial differential equations, and differential games.
- Sales Rank: #3780591 in eBooks
- Published on: 2012-08-25
- Released on: 2012-08-25
- Format: Kindle eBook
Review
This book provides a thorough introduction to optimal control theory for nonlinear systems. … The book is enhanced by the inclusion of many examples, which are analyzed in detail using Pontryagin’s principle. … An important feature of the book is its systematic use of a relaxed control formulation of optimal control problems. …
―From the Foreword by Wendell Fleming
… more than a very useful research account and a handy reference to users of the theory-they also make it a pleasant and helpful study opportunity to students and other newcomers to the theory of optimal control.
―Zvi Artstein, in Mathematical Reviews
About the Author
LEONARD D. BERKOVITZ, PhD, is Professor of Mathematics at Purdue University. He previously worked at the RAND Corporation and has served on the editorial boards of several journals, including terms as Managing Editor of the SIAM Journal on Control and as a member of the Editorial Committee of Mathematical Reviews.
Most helpful customer reviews
1 of 3 people found the following review helpful.
Optimal Control written in Mathematics
By WEI WAN
This is a book for optimal control, which is written in Mathematics. With necessary background in functional analysis, you will find this book will give you deep insight about optimal control theory.
0 of 2 people found the following review helpful.
A unique and extraordinary book
By Robert Shih
This book is very useful for my research in optimal control application. The author uses rigorous functional analysis tools to explain/solve real world applications. This book has a very good balance between theory and application.
It is suitable for graduate students who are interested in control theory or undergraduate students who have good understanding of fundamental mathematical analysis. Of course, I think it is a must-by for researchers as me in this area.
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